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Answers
Azure authentication was on the roadmap (and it has been implemented) but not Azure MFA
https://www.red-gate.com/products/roadmap
If you'd like to highlight this as a feature request please add it to our UserVoice!
https://redgate.uservoice.com/forums/141379-sql-compare
https://redgate.uservoice.com/forums/39019-sql-source-control